+195.0%
COHR vs TLT
-5.9%
+200.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +8.3% | -1.6% | +10.0% | +9.2% |
| 30D | -14.1% | -1.1% | -13.0% | -13.6% |
| 3M | -16.0% | -4.9% | -11.2% | -13.5% |
| 6M | +21.5% | -5.0% | +26.5% | +25.6% |
| YTD | +65.4% | -4.4% | +69.8% | +69.1% |
| 1Y | +195.0% | -6.4% | +201.4% | +208.8% |
| All | +195.0% | -5.9% | +200.9% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling